-21.5%
MKC vs TW
+206.7%
-228.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -1.5% | -4.5% | +3.0% | -0.6% |
| 30D | -3.1% | -2.3% | -0.9% | -2.7% |
| 3M | +5.2% | +2.6% | +2.6% | +4.3% |
| 6M | -12.8% | -17.5% | +4.7% | -9.8% |
| YTD | -23.3% | -5.3% | -18.0% | -23.2% |
| 1Y | -24.1% | -14.8% | -9.3% | -22.3% |
| 3Y | -32.1% | +18.8% | -50.9% | -36.5% |
| 5Y | -32.8% | +20.7% | -53.5% | -38.6% |
| All | -21.5% | +206.7% | -228.3% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling